The Following Are All Least Squares Assumptions with the Exception

Multiple Choice

The following are all least squares assumptions with the exception of:

A) The conditional distribution of u_i given X_i has a mean of zero.
B) The explanatory variable in regression model is normally distributed.
C) (X_i, Y_i) , i = 1,..., n are independently and identically distributed.
D) Large outliers are unlikely.